Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 21.370450 22.585432 23.865563 25.320467 26.935131 28.680327 30.720325
2026-01-11 19.959948 21.652365 23.519916 25.753365 28.378861 31.402637 35.202384
2026-01-18 18.998247 20.958136 23.187285 25.946821 29.324901 33.401469 38.819433
2026-01-25 17.960857 20.054520 22.488842 25.580947 29.485568 34.375140 41.180988
2026-02-01 17.067929 19.240081 21.810345 25.144027 29.463558 35.045819 43.138682
2026-02-08 16.064600 18.227371 20.817582 24.226419 28.724766 34.672250 43.559877
2026-02-15 15.801933 18.096086 20.891470 24.648915 29.742873 36.713746 47.633237
2026-02-22 15.487517 17.876998 20.832147 24.878507 30.497790 38.433589 51.432143
2026-03-01 14.853059 17.223910 20.181667 24.276233 30.045354 38.351558 52.345008
2026-03-08 13.892000 16.123163 18.911140 22.778545 28.242380 36.137756 49.510815
2026-03-15 13.629567 15.906939 18.782901 22.826407 28.642922 37.256422 52.391959
2026-03-22 13.453489 15.792865 18.780032 23.040163 29.288054 38.791919 56.198536
2026-03-29 12.953147 15.287847 18.300065 22.654156 29.159398 39.317634 58.716807
2026-04-05 12.748774 15.165961 18.332482 23.002429 30.178714 41.851310 65.704441
2026-04-12 12.501501 14.970692 18.247234 23.163279 30.905828 43.969983 72.430661
2026-04-19 12.120448 14.578409 17.868190 22.861753 30.860107 44.707666 76.319705
2026-04-26 11.748507 14.183895 17.467394 22.501355 30.683351 45.174840 79.702217
2026-05-03 11.273651 13.633468 16.825584 21.741605 29.785536 44.183183 79.188515
2026-05-10 11.173618 13.593737 16.906336 22.091874 30.786814 46.971279 89.519434
2026-05-17 11.031471 13.489154 16.887205 22.281887 31.523485 49.343264 99.814730
2026-05-24 10.697407 13.105687 16.448109 21.782945 30.997646 49.012669 101.608427
2026-05-31 10.159864 12.425341 15.558636 20.535209 29.066372 45.535035 92.295358
2026-06-07 10.016831 12.296968 15.474437 20.575240 29.464567 47.107810 100.396929